Large sample behaviour of high dimensional autocovariance matrices (Q282456)
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scientific article; zbMATH DE number 6579669
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| English | Large sample behaviour of high dimensional autocovariance matrices |
scientific article; zbMATH DE number 6579669 |
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Large sample behaviour of high dimensional autocovariance matrices (English)
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12 May 2016
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infinite dimensional vector linear process
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symmetrized autocovariance matrices
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limiting spectral distribution
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Wigner matrix
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ID matrix
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moment method
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semi-circle law
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asymptotically free
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non-crossing partitions
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non-commutative probability space
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\(\ast\)-algebra
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free cumulants
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compound free Poisson
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Stieltjes transformation
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0.8551595211029053
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0.849518358707428
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0.8448246121406555
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0.8416296243667603
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